Browsing Japanese translation

13.

@FUNCTION=OPT_RGW
@SYNTAX=OPT_RGW(call_put_flag,spot,strike,t1,t2,rate,d,volatility)
@DESCRIPTION=OPT_RGW models the theoretical price of an american option according to the Roll-Geske-Whaley approximation where:
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@spot is the spot price of the underlying asset.
@strike is the strike price at which the option is struck.
@t1 is the time to the dividend payout.
@t2 is the time to option expiration.
@rate is the annualized rate of interest.
@d is the amount of the dividend to be paid.
@volatility is the annualized rate of volatility of the underlying asset.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA